You can change the "not connected" and home screen wallpaper in Android. Please note that you can not do this if you have Android disabled. To do this you will need to follow these steps:
Press [Menu] and navigate to the lock menu then press [OK].
You will be prompted to enter a Password (0000 by default).
Select [Change wallpaper] and press [OK].
Pick which source you would like to load your picture from.
Select the picture you want to use and press on [Set Wallpaper] in the right upper corner.
The menu will now close and your new wallpaper will be shown.